+503.0%
MA vs WYNN
+1.1%
+501.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -1.7% | -4.2% | +2.5% | -0.6% |
| 30D | +1.7% | -14.6% | +16.3% | +6.0% |
| 3M | +17.2% | -18.4% | +35.6% | +23.4% |
| 6M | +13.3% | -11.9% | +25.2% | +16.5% |
| YTD | +0.2% | -26.6% | +26.8% | +7.8% |
| 1Y | -2.7% | -28.5% | +25.8% | +4.6% |
| 3Y | +39.1% | -5.1% | +44.2% | +34.0% |
| 5Y | +68.8% | -10.5% | +79.3% | +57.3% |
| All | +503.0% | +1.1% | +501.9% | +401.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WYNN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling